+112.2%
WDAY vs BMRN
-29.6%
+141.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.7% |
| 30D | +5.9% | -6.5% | +12.4% | +8.1% |
| 3M | +42.3% | +18.3% | +24.0% | +34.7% |
| 6M | +34.7% | +8.9% | +25.8% | +30.2% |
| YTD | -13.5% | +10.5% | -24.1% | -17.1% |
| 1Y | -18.1% | +17.5% | -35.5% | -23.6% |
| 3Y | -26.4% | -27.7% | +1.3% | -21.6% |
| 5Y | -30.6% | -15.8% | -14.8% | -31.0% |
| All | +112.2% | -29.6% | +141.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling